On the scale from "saw it in The Da Vinci Code" to "saw it in Nature", I'd have to say all I have is an anecdote from a respectable blogger:

Because slot machines are designed to hook you in, you're going to get some return on investment from them if you hold yourself to a specific amount. At the Casino de Lac Leamy, up in Canada (run, I would add, by the Quebec provincial government. Now that's a lottery system), the slots are 'loose.' They pay out relatively often. In fact, when Weds and I have played twenty dollars worth of slots together, we've never failed to leave the casino floor with more money than we had entering the floor. That twenty dollars has been anything from thirty to sixty-five dollars, the three or four times we've done this.

I'll give you that "many" is almost certainly flat wrong, on reflection, but such machines are (were?) probably out there.